Derivative Valuation Analyst

Socket.dev; Toronto; On-site; CAD 55,000 - 90,000; Full time

Benefits offered by this job

Total Rewards Program

Bonuses and flexible benefits

Career development

Job summary

RBC is seeking a Derivative Valuation Analyst in Toronto to analyze, value, validate and reconcile Listed and OTC derivatives, as well as alternative investments. You will interact with Investment Managers and the trades team to verify deal prices and ensure timely reporting.

The role requires 2+ years of derivatives experience, strong data-provider access (Reuters/Bloomberg) and advanced Excel skills, with flexibility for late/rotating shifts within a global model.

Qualifications

• Undergraduate degree in Finance, Math or Engineering.
• 2+ years of solid experience with derivatives in a middle or back office environment.
• Experience with OTC derivatives valuation systems and workflows.
• Strong understanding of Reuters, Bloomberg and other financial data providers.
• Strong PC skills with advanced MS Excel and some VBA.

Responsibilities

• Perform daily routine tasks such as setup of Listed Derivatives and OTC Derivatives in valuation systems.
• Perform tasks for listed derivatives pricing and analyze price movements.
• Valuation of OTC/alternative instruments and assess impact of market-data changes.
• Reconcile against third-party statements.
• Serve as liaison with Investment Managers and internal trades processing on new deals and price variances.
• Research valuation methodologies for new complex OTC products.
• Contribute to project deliverables and streamline processes for productivity.
• Ensure compliance with policies and risk controls; support audits.
• Cover early/late shifts to align with global operating model.

Skills

Derivatives experience

OTC valuation

Reuters/Bloomberg data

MS Excel (advanced)

VBA basics

Education

Undergraduate degree in Finance/Math/Engineering

Job description

Job Description

What is the opportunity?

The Derivative Valuation Analyst is responsible for the timely and accurate analysis, valuation, validation and reconciliation of Listed, OTC (Over the Counter) Bilateral and OTC Cleared Derivatives, as well as of alternative investment products, impacting key lines of business including fund services, pension reporting, insurance reporting, custody reporting and all value added services.

Please note, this position may cover a late and/or rotating shift schedule.

What will you do?

• Perform the daily Routine tasks such as setup of Listed Derivatives and OTC Derivatives, in Valuation systems
• Perform tasks for listed Derivatives pricing and analyzing price movements
• OTC/alternative instruments valuation and measure impact of the daily changes in market data inputs to value of the instrument
• Reconciliation against third party statements
• Act as the main liaison with Investment Managers and the internal Trades processing team on new deals and supports the communication of deal price variances that exceed tolerances to the Investment Managers and obtain confirmation
• Participate in research of appropriate valuation methodology for new complex OTC products traded by clients
• Participate in the execution around key project deliverables and identify opportunities to stream line processes and increase productivity
• Ensure compliance with all policies, procedures and standards for all aspects of the business as defined through Risk, Compliance, Operational reviews and audits
• Cover early/late shifts to support the business within global operating model

What do you need to succeed?

Must-have:

• Undergraduate Degree in Finance, Math or Engineering
• 2+ years of solid experience with Derivatives in a middle or back office environment
• Experience with OTC Derivatives valuation systems and Workflows
• Strong understanding of Reuters, Bloomberg and other financial data providers
• Strong PC skills (advanced proficiency in MS Excel, some knowledge of basic coding such as VBA)

What’s in it for you?

We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.

• Excellent exposureto communicate with various business partners and stakeholders in InvestorServices and within other platforms as appropriate
• Opportunity to obtain hands-on experience throughout your role
• Working with an exciting, close-knit, supportive & dynamic group
• Opportunity to collaborate with other business segments within the bank
• Excellent career development and progression opportunities
• A comprehensive Total Rewards Program including bonuses and flexible benefits
• Competitive compensation

Job Skills

Active Learning, Adaptability, Business Appraisals, Critical Thinking, Customer Service, Decision Making, Effectiveness Measurement, Operational Delivery, Process Improvements

Additional Job Details

Address: RBC CENTRE, 155 WELLINGTON ST W:TORONTO

City: Toronto

Country: Canada

Work hours/week: 37.5

Employment Type: Full time

Platform: WEALTH MANAGEMENT

Job Type: Regular

Pay Type: Salaried

Posted Date: 2026-08-28

Application Deadline: 2026-09-11

Note:

Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Compensation for this position (including salary and discretionary/variable payments) will be determined by factors, including but not limited to candidate's experience, skills, registration status, performance, individual goals, market conditions, and business needs.

Pay Range

The expected pay range for this position is: $55,000.00 - $90,000.00

The pay range provided is for the primary work location referenced in the Additional Job Details section of this job posting. Pay ranges may differ based on location. If the posting lists multiple job locations, a recruiter can confirm availability of the role and the relevant pay rage for the additional locations listed. RBC supports pay transparency and we strive to ensure all pay ranges are competitive, fair, and equitable.

You have the potential to earn RBC's discretionary variable compensation program which gives you an opportunity to increase your total compensation, provided that business meets its performance targets and you meet your individual goals.

Our Employment Opportunities

At RBC, we are guided by living shared values of Client First, Integrity, Collaboration, Respect and Excellence and winning together as One RBC. We believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

Expand your limits and create a new future together at RBC. Find out how we use our passion and drive to enhance the well-being of our clients and communities at jobs.rbc.com.